Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-05 53.393833 59.243499 65.854971 73.966465 83.771792 95.405996 110.513508
2025-01-12 44.205772 51.434124 60.276208 72.171562 88.235826 109.975182 143.231049
2025-01-19 38.196033 45.694897 55.314104 69.032121 88.993197 118.715210 170.583048
2025-01-26 36.218823 44.520168 55.683498 72.594351 99.286056 143.717747 235.610006
2025-02-02 34.731128 43.683207 56.222034 76.273588 110.449512 174.165439 334.249989
2025-02-09 32.731314 41.850407 55.006852 76.918602 116.584911 197.914151 443.752951
2025-02-16 30.700875 39.742133 53.082877 76.015481 119.596532 216.504004 566.351465
2025-02-23 28.887134 37.775393 51.136920 74.727071 121.492698 233.487467 718.782822
2025-03-02 27.197930 35.853556 49.060356 72.888399 121.816168 246.798490 894.343246
2025-03-09 25.882829 34.397094 47.585400 71.916260 123.758955 265.913880 1187.197995
2025-03-16 24.323790 32.465313 45.178753 68.919333 120.550780 268.002682 1372.694276
2025-03-23 24.013947 32.443104 45.910190 71.947377 132.092718 326.981335 2894.849551
2025-03-30 23.049886 31.366025 44.835829 71.436474 135.261671 360.452229 5482.737380
2025-04-06 21.995821 30.089548 43.331503 69.897196 135.501188 383.212209 11000.947915
2025-04-13 20.809731 28.538036 41.242651 66.923246 131.234514 382.469124 17247.259185
2025-04-20 20.676736 28.682534 42.137396 70.314296 145.794135 497.138930 NaN
2025-04-27 20.543875 28.813471 43.012597 73.810691 162.279104 667.956236 NaN
2025-05-04 20.038408 28.287951 42.634614 74.423127 169.841116 800.253340 NaN
2025-05-11 19.389640 27.485330 41.679506 73.565592 172.096312 894.198590 NaN
2025-05-18 18.742291 26.655424 40.620308 72.341694 172.730043 978.323028 NaN
2025-05-25 18.076070 25.765502 39.395960 70.594021 170.973330 1031.634803 NaN
2025-06-01 17.543860 25.086101 38.539977 69.669483 172.250171 1145.191697 NaN
2025-06-08 16.826671 24.060290 36.963329 66.817047 165.184381 1097.780311 NaN